Giuseppe Storti

Economics and Econometrics · 2009–2012

A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Giuseppe Storti trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jeremy Berkowitz
  2. Alexander Shapiro
  3. Luc Bauwens

Who trusts Giuseppe Storti overall

  1. Kris Boudt

Papers from Giuseppe Storti's perspective

Ordered by how strongly the researchers Giuseppe Storti trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Monte Carlo Sampling Methods
  2. Value-at-Risk for long and short trading positions
  3. A New Class of Multivariate Skew Densities, with Application to GARCH Models
  4. Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects (Review of Economics and Statistics)
  5. Monte Carlo Sampling Methods Using Markov Chains and Their Applications
  6. Testing Density Forecasts, With Applications to Risk Management
  7. Bayesian Inference in Dynamic Econometric Models
  8. Analysis of coupled gas flow and deformation process with desorption and Klinkenberg effects in coal seams
  9. The effect of CO2 on the geomechanical and permeability behaviour of brown coal: Implications for coal seam CO2 sequestration
  10. Adsorption-induced coal swelling and stress: Implications for methane production and acid gas sequestration into coal seams

Their papers